+18.2%
EME vs SAN
+49.3%
-31.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.6% |
| 7D | +0.9% | -2.8% | +3.7% | +2.2% |
| 30D | -8.4% | -0.5% | -7.8% | -8.2% |
| 3M | -3.6% | +22.7% | -26.3% | -11.1% |
| 6M | +3.6% | +28.8% | -25.2% | -6.7% |
| YTD | +22.5% | +26.3% | -3.7% | +8.6% |
| 1Y | +18.2% | +48.8% | -30.7% | -0.9% |
| All | +18.2% | +49.3% | -31.1% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling